VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 341,202: 67,787 116,775 86,346 159,781 111,528 313,914 314,649: 27,288 26,553
Old : 341,202: 67,787 116,775 86,346 159,781 111,528 313,914 314,649: 27,288 26,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2024 :
: -12,544: -959 2,859 -5,829 -2,691 -5,205 -9,479 -8,175: -3,065 -4,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 34.2 25.3 46.8 32.7 92.0 92.2: 8.0 7.8
Old : 100.0: 19.9 34.2 25.3 46.8 32.7 92.0 92.2: 8.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 51 74 80 48 44 148 157:
Old : 190: 51 74 80 48 44 148 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 17.6 41.9 31.6 22.3 13.8 29.4 22.4
Old : 30.9 17.6 41.9 31.6 22.3 13.8 29.4 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2024